+231.4%
DLN vs VT
+215.5%
+15.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -2.4% | -2.3% | 0.0% | -0.4% |
| 30D | 0.0% | -5.0% | +4.9% | +4.4% |
| 3M | -1.6% | -4.9% | +3.3% | +2.6% |
| 6M | +4.7% | -1.5% | +6.2% | +5.6% |
| YTD | +13.2% | +8.5% | +4.7% | +4.6% |
| 1Y | +16.4% | +11.4% | +5.0% | +5.0% |
| 3Y | +69.0% | +70.1% | -1.1% | +3.3% |
| 5Y | +71.8% | +53.7% | +18.1% | +14.5% |
| All | +231.4% | +215.5% | +15.9% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling